CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9929 |
0.9985 |
0.0056 |
0.6% |
0.9820 |
| High |
0.9929 |
0.9985 |
0.0056 |
0.6% |
0.9985 |
| Low |
0.9929 |
0.9956 |
0.0027 |
0.3% |
0.9820 |
| Close |
0.9929 |
0.9956 |
0.0027 |
0.3% |
0.9956 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0165 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0053 |
1.0033 |
0.9972 |
|
| R3 |
1.0024 |
1.0004 |
0.9964 |
|
| R2 |
0.9995 |
0.9995 |
0.9961 |
|
| R1 |
0.9975 |
0.9975 |
0.9959 |
0.9971 |
| PP |
0.9966 |
0.9966 |
0.9966 |
0.9963 |
| S1 |
0.9946 |
0.9946 |
0.9953 |
0.9942 |
| S2 |
0.9937 |
0.9937 |
0.9951 |
|
| S3 |
0.9908 |
0.9917 |
0.9948 |
|
| S4 |
0.9879 |
0.9888 |
0.9940 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0351 |
1.0047 |
|
| R3 |
1.0250 |
1.0186 |
1.0001 |
|
| R2 |
1.0085 |
1.0085 |
0.9986 |
|
| R1 |
1.0021 |
1.0021 |
0.9971 |
1.0053 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9937 |
| S1 |
0.9856 |
0.9856 |
0.9941 |
0.9888 |
| S2 |
0.9755 |
0.9755 |
0.9926 |
|
| S3 |
0.9590 |
0.9691 |
0.9911 |
|
| S4 |
0.9425 |
0.9526 |
0.9865 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0108 |
|
2.618 |
1.0061 |
|
1.618 |
1.0032 |
|
1.000 |
1.0014 |
|
0.618 |
1.0003 |
|
HIGH |
0.9985 |
|
0.618 |
0.9974 |
|
0.500 |
0.9971 |
|
0.382 |
0.9967 |
|
LOW |
0.9956 |
|
0.618 |
0.9938 |
|
1.000 |
0.9927 |
|
1.618 |
0.9909 |
|
2.618 |
0.9880 |
|
4.250 |
0.9833 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9971 |
0.9953 |
| PP |
0.9966 |
0.9950 |
| S1 |
0.9961 |
0.9947 |
|